+47.9%
DUK vs TOST
-48.0%
+95.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | 0.0% | -3.4% | +3.4% | 0.0% |
| 30D | -1.7% | -2.4% | +0.8% | -1.6% |
| 3M | -0.4% | +34.6% | -35.1% | -1.1% |
| 6M | -7.2% | +15.2% | -22.4% | -7.6% |
| YTD | +5.3% | -4.4% | +9.6% | +5.2% |
| 1Y | +3.0% | -17.4% | +20.4% | +3.3% |
| 3Y | +53.1% | +54.5% | -1.4% | +49.1% |
| All | +47.9% | -48.0% | +95.9% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling